NATIONAL SECURITIES CLEARING CORPORATION LIMITED

 

CAPITAL MARKET SEGMENT

                                                                                                         

Ref. No.: NSCC/RMG/2006/0463                                                                   October 09, 2006

Download No.: NSE/CMPT/7985

 

To

All Trading Members,

PCM and Custodians

 

Sub: Categorization and Margins applicable for GATI & JMFINANCIL

           

This is with reference to our circular no. NSCC/CM/C&S/337 dated May 09, 2005 (Download Ref No. NSE/CMPT/6122), regarding Cash Market - Risk Management Framework

 

The categorization and margins applicable for the following securities shall be as under:

 

S. No.

Symbol

Security Name

Group

VaR Margin

Extreme Loss Margin

1.

GATI

Gati Limited

II

25.98%

5%

2.

JMFINANCIL

JM Financial Limited

II

25.98%

5%

 

The above changes shall be effective for all positions in the rolling segment on and from October 10, 2006                                                                                                                    

                                                                                                                                                  

In case of any clarifications, members are requested to contact Ms Pareezad / Mr. Arun / Mr. Aslam / Mr. Shailesh on telephone number 26598266.

 

Yours faithfully,

For National Securities Clearing Corporation Limited

 

 

 

R Sundararaman

Senior Vice President